And if you do, why and what do you listen to? If you don't, why not?
Last year I started a new job and had this talk with one of my new coworkers, who never even considered that people do this, which surprised me.
Personally, I have been suffering from tinnitus for a while now, so having music (or whitenoise) on my ears makes it far easier to concentrate most of the time.
Type in "jazz cafe" on youtube and you will find 5-6hr versions of easy listening music as background noise. The trick is to have the volume really really low.